Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test
Saban Nazlioglu, Shawkat Hammoudeh and Rangan Gupta
| Year of publication: |
2015
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|---|---|
| Authors: | Nazlıoğlu, Şaban ; Hammoudeh, Shawkat ; Gupta, Rangan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 46/48, p. 4996-5011
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| Subject: | Islamic and conventional equity markets | volatility spillover | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Islamisches Finanzsystem | Islamic finance | ARCH-Modell | ARCH model | Welt | World | Spillover-Effekt | Spillover effect | Islamische Staaten | Islamic countries | Islam |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011318417